July 13, 2017
Photo : Simon Lardie
PhD student Gabrielle Trudeau has just received a major scholarship for her research into energy commodities. The $25,000 scholarship is awarded annually by the Montréal TMX exchange to a doctoral student conducting innovative research into derivatives.
Gabrielle’s research focuses on the characteristics specific to energy commodities, i.e. oil, natural gas and electricity, when they are traded on financial markets. She is looking to model the distinct market behaviour of energy commodities, to explain their interactions with other financial assets.
Existing models for understanding the market pricing mechanisms of different asset classes do not always apply to energy commodities. The model she is developing will improve our understanding of the dynamics that apply to the prices of this class of assets so essential to our lifestyle.
Gabrielle is completing her PhD in Administration – Financial Engineering at HEC Montréal, under the supervision of Geneviève Gauthier and Christian Dorion. She is also working as a teaching assistant. She is a past recipient of a scholarship from the Institut des sciences mathématiques (ISM) and a Morneau-Shepell scholarship from the Université de Montréal Department of Mathematics and Statistics.